arXiv:2609.26142v1 Announce Type: cross
Abstract: Augmented inverse-probability weighting (AIPW), targeted maximum likelihood estimation (TMLE), and double/debiased machine learning (DML) are three r...
By M. Ehsan Karim
arXiv:2309. 15769v3 Announce Type: replace-cross Abstract: Recent advances in deep learning have highlighted the phenomenon of benign overfitting in overparameterized statistical models, sparking significant interest in understanding its foundations.
By Dennis Shen, Dogyoon Song, Peng Ding, Jasjeet S. Sekhon
arXiv:2609.06294v1 Announce Type: new
Abstract: Estimating conditional average treatment effects (CATE) enables efficient targeting of interventions, but many applications have limited experimental s...
By Maitreyi Swaroop, Shikha Bhat, Samantha Rodriguez, Tamar Krishnamurti, Bryan Wilder
The paper investigates Double Machine Learning (DML) estimators under structure‑agnostic (SA) models, which assume the data‑generating law lies within a neighborhood of fixed machine‑learning estimates. It shows that for two of three studied functionals—the quadratic functional in the Gaussian sequence model and the quadratic density integral functional—the DML estimators are asymptotically inadmissible, being dominated by second‑order empirical higher‑order influence function (HOIF) estimators. For the third functional, the expected conditional covariance, both DML and HOIF estimators remain minimax but neither dominates the other.
By Lin Liu, Rajarshi Mukherjee, James M Robins
arXiv:2609.24086v1 Announce Type: cross
Abstract: Large-scale multipurpose cohort studies and biobanks often omit covariates needed for specific downstream analyses. We study target-population infere...
By Huali Zhao (School of Mathematics and Statistics, Huazhong University of Science and Technology), Ke Deng (Department of Statistics and Data Science, Tsinghua University)
arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).
By Haichen Hu, David Simchi-Levi